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Altreva Adaptive Modeler Changelog

What's new in Altreva Adaptive Modeler 1.6.0

Jul 20, 2020
  • New features:
  • Added a Bitcoin (BTCUSD) example model.
  • Agents can now (optionally) trade and own fractional shares. A setting on the "model" tab of the "Model Configuration" dialog can be used to specify if agents can trade fractional shares or only whole numbers of shares.
  • The Agent Window now also shows the agent's initial wealth and the number of transactions it has done.
  • Changes:
  • Some small changes in the calculation of the number of shares agents buy or sell, related to rounding and transaction costs.

New in Altreva Adaptive Modeler 1.5.6 (Jun 28, 2020)

  • New features:
  • The gene statistics (introduced in version 1.5.5) slowed down model evolution somewhat. Therefore they are now only being tracked when any gene statistics dataseries are present in charts or in the current values window.
  • The Agent window now uses scientific notification for wealth, cash and shares values if these get too high to display normally.
  • Bugs fixed:
  • Models with 20,000 or more agents sometimes crashed at random moments.
  • Automatically assigned export file name was sometimes wrong or used wrong numbering and could lead the application to stop working.
  • The gene stats were not tracked for the LevUnit gene.
  • Changes:
  • The application now requires the Microsoft .NET Framework 4.8 Runtime.

New in Altreva Adaptive Modeler 1.5.5 (May 5, 2020)

  • New features:
  • Gene statistics data series that show the number of times genes occur in trading rules and how often they get evaluated. This can be helpful in selecting genes.
  • A "Return" gene has been added that gives the agent's Breeding Fitness Return. This allows agents to observe their own trading performance, and is based on the assumption that the behavior of market participants is affected by their own (recent) returns.
  • Genome window now has buttons to browse through all genomes. If an agent gets replaced while viewing its genome, the new genome will immediately be shown. The window size and position are remembered now.
  • Bugs fixed:
  • Problem with installation on some systems that did not have Microsoft .Net Framework version 2.0 installed. (The application now targets Microsoft .Net Framework version 4.5).
  • Changes:
  • The value for "parents group size" has been changed from 5% to 0.5% in the default configuration. This leads to approximately 3 times less agent replacements (with a minimum breeding age of 80) and seems to give better results.
  • The "mutation probability" has been changed from 10% to 1% in the default configuration. This seems to give better results.
  • The names of some genes have been changed to make them all unique by appending a type suffix to genes that were defined for multiples types.

New in Altreva Adaptive Modeler 1.5.4 (Jan 4, 2019)

  • New features
  • - Larger population sizes: The Evaluation Edition now support 5,000 agents, the Standard Edition 25,000 agents and the Professional Edition 250,000 agents. Please be aware that a model of 250,000 agents can take about 30 seconds to save and 90 seconds to open. Model file size can be up to 1GB. During saving/opening, the application may seem unresponsive.
  • - Better use of multi-core CPUs for parallel evaluation of trading rules. For large (single) models (10,000+ agents) this can increase CPU utilization and model evolution speed. Note that when multiple models are run in a batch, multiple cores were already being utilized so further speed gains are limited. Also, CPU utilization for single models will not approach 100% because not all steps in the agent-based model cycle can be run in parallel and the model has to wait every bar until all agent trading rules have been evaluated by the different threads. Speed gains will especially be achieved when the average genome size is high because then trading rule evaluation will take relatively much time.
  • - EMA genes (exponential moving average) with fixed period lengths of 10, 20, 50, 100 and 200 bars. These make it easier for agents to observe and compare short and long-term price developments using commonly used EMA periods.
  • Bugs fixed
  • - Selecting a location for a new export file through the "Browse..." button required the file to already exist (both in the Export dialog and in the Batch dialog).
  • - /ModelPath switch on command line (for batches) did not save models to the specified location but to the last used location instead.
  • - Model could not close and application became unresponsive when the path of the export file did no longer exist.
  • - Creating models from the command line caused an exception after processing the entire quote file in case the quote file resided in the current working directory and was specified on the command line without its path.
  • - Did not properly recognize DDMMYYYY date format in quote file header.
  • - MFI genes could cause an overflow exception.
  • - When a cell was selected in the Current Values window, the context menu could not be opened because the edit context menu opened instead.
  • - Quote files ending with many empty lines (or lines containing only commas) could take a very long time to process while the application became unresponsive.
  • Changes
  • - The "invert selection" button on the gene selection dialog has been removed.

New in Altreva Adaptive Modeler 1.5.3.27838 (Oct 9, 2017)

  • Bugs fixed:
  • Empty field name in quote file header caused exception.

New in Altreva Adaptive Modeler 1.5.1.29929 (Dec 8, 2015)

  • Bugs fixed:
  • Manual exporting of many bars was very slow. This has been fixed.
  • Changes:
  • A small change in the RndLim gene: the standard deviation is now calculated over the last 50 bars instead of the last 20.
  • Some shortcut keys added to the Export dialog.

New in Altreva Adaptive Modeler 1.5.0 (Dec 8, 2015)

  • New features:
  • Multiple custom input variables are now supported (up to 100).
  • New "mrlim" and "tflim" genes for generating order limit prices, based on mean-reverting and trend-following price expectations.
  • The Monte Carlo Simulation data series now uses a student's t-distribution with customizable degrees of freedom to better simulate the returns of stocks and other securities.
  • Notes for users of previous versions:
  • Because of a bug fix regarding the calculation of Breeding Fitness Return when "minimum breeding age" was set to 1 (see below), in order to get the same behavior again (random selection of agents for breeding), the "Parent selection method" should now be set to Tournament with tournament size = 1. This seems to give quite good results. (Note that the selection of poorly performing agents for replacement will still be non-random).
  • The new genes (i.e. "mrlim", "tflim" and those needed for multiple custom input variables) are not present in old configuration or model files from previous versions. To use these new features, a new configuration file must be used.
  • To make use of multiple custom input variables, Digit genes also need to be enabled in the gene selection, besides genes related to type Custom.
  • The parameter "breeding cycle frequency" has been renamed to "breeding cycle length". Besides the name, nothing has changed.
  • The maximum genome size in the Evaluation Edition is now limited to 1024. The default value for the maximum genome size parameter has been changed from 1000 to 1024 in all editions. (In the Standard and Professional Editions it can still be increased to 4096).
  • Bugs fixed:
  • When "minimum breeding age" was set to 1, the Breeding Fitness Return was calculated wrong, making the selection of agents for breeding effectively random.
  • When using a model or configuration from a previous version, clicking "Restore default selection" in the "Select Genes" dialog could lead to problems if the previous version did not support exactly the same genes as the current version. This is fixed now. (Deprecated genes (that are only kept in the current version for backward compatibility) will always be deselected with this button but they can still be selected again manually).
  • Sub period table in Performance Overview did not show "*" after name of first period if it was a partial period.
  • When saving batch files, the path in the filename was sometimes different than the directory being shown. This could cause unintended overwriting of another batch file.
  • When the quote file contained a row with wrong number of columns, the invalid row was not always properly indicated.
  • Exception could occur when a model from an older version was opened and the Trading System had not been started yet.
  • Corrected wrong spacing for avgcustom, maxcustom and mincustom genes when showing a genome.

New in Altreva Adaptive Modeler 1.4.3 (Sep 19, 2014)

  • New features:
  • Average Trade Duration added to Trades section of Perfomance Overview.
  • Trades statistics of Performance Overview are now also available as data series so that they can be exported.
  • Initial assignment of position values to agents can now also use a uniform distribution.
  • Changes:
  • FDA data series can now have an autocorrelation series (see notes in User's Guide).
  • Single Bar FDA data series has been removed (still supported for models from previous versions).
  • Autocorrelation data series now calculates the mean and standard deviation separately for the lagged data so it no longer assumes stationarity.
  • Some improvements to calculation of historical simulation and Monte Carlo data series.
  • Added typical trading performance statistics to "Batch report" style (Alpha, #Trades, %Winning trades, Avg trade return, Profit Factor, Avg trade duration).
  • Bugs fixed:
  • When a chart was scrolled back to the start and the oldest bars got discarded when MaxBarsStored (maximum number of bars stored in memory / on disk) was exceeded, chart wasn't rescaled properly.
  • When MaxBarsStored was exceeded, the oldest bar in a chart sometimes showed latest bar data.
  • Exception occured when a data series with parameters was dragged from the tree view into the Current Values window and the parameter dialog window was cancelled.
  • Moving Average data series sometimes showed incorrect data for the earliest part of the calculation period when the MaxBarsStored was exceeded.
  • Opening a model that was saved at MaxBarsStored by the same edition was not possible (saying MaxBarsStored was exceeded).
  • Exported values from distribution data series from charts that were not visible were incorrect in some cases.
  • When moving the crosshair in a chart towards the bottom-left or top-right corner of charts with a very large chart period (using "vertical fine-tuning"), the data series window could show invalid values.
  • Historical simulation and Monte Carlo data series did not catch infinite mean or standard deviation values in some cases which caused an exception when drawing histogram.

New in Altreva Adaptive Modeler 1.4.2 (Apr 11, 2014)

  • New features:
  • Tournament selection for selecting agents for breeding with adjustable tournament size to control the selection pressure.
  • Adjustable crossover operator to control the average size of subtrees that are being exchanged. This can affect the genetic evolution rate and granularity (Professional Edition only).
  • Changes:
  • In the Evolution settings, the "initial selection" has been renamed to "eligible selection".
  • Added an "Intraday" style.
  • Notes for users of previous versions:
  • Previous versions always used the Truncation method as the parent selection method. This is therefore still the default setting.
  • In previous versions, the crossover operator already used a "preferred minimum number of nodes" setting of 25 internally. This is therefore still the default setting.
  • Bugs fixed:
  • Application window sometimes was shown behind other windows after launch.
  • Application crashed when the Trading System got started after 100,000 bars.
  • When saving configuration files, the path in the filename was sometimes different than the directory being shown. This could cause unintended overwriting of the standard.cfg file.

New in Altreva Adaptive Modeler 1.4.1 Build 42883 (Apr 11, 2014)

  • A bug in version 1.4.1 has been fixed that caused the compounding interval of some data series to be changed when opening models that were created by older versions.

New in Altreva Adaptive Modeler 1.4.1 (Apr 11, 2014)

  • New features:
  • The Performance Overview now includes trades statistics including the number of long/short trades, winning trades%, average return per trade and Profit Factor.
  • Bugs fixed:
  • Additional chart intervals (5ms, 50ms, 500ms and 5s) have been added to reduce the problem of few or no x-axis labels being shown in charts when using a bar interval shorter than 10 seconds.
  • Splashscreen progress bar is more accurate and fades out.
  • Change notes:
  • The "TS Trades" dataseries has been renamed to "TS Transactions". Likewise, on the Performance Overview, the "Number of trades" (under Status) has been renamed to "Number of transactions". This is to reflect more clearly that these values are (and always were) about single buy/sell transactions and not about completed "trades" (opening and closing a position) which are now also being reported on the Performance Overview.
  • The new "Trades" statistics on the Performance Overview will not include trades that have already occurred in existing models that were created by previous versions.

New in Altreva Adaptive Modeler 1.4.0 (Apr 11, 2014)

  • New features:
  • An additional custom input variable can now be included in the quote file and used by agents. This can be any variable that could help forecasting such as fundamental data, an economic indicator, another price series or a custom technical indicator (Professional Edition only).
  • Batch dialog now has a button to select a folder with quote files.
  • The exact date/time format can now also be specified in a quote file header when date and time are combined in one column.
  • Minor changes:
  • Reduced sensitivity of automatic detection of changes in Market Trading Hours.
  • Bugs fixed:
  • Models in a batch sometimes got the exact same random seed.
  • Quote file parsing: "hh:mm:ss" time formats were not recognized correctly in some cases.
  • Moving Average data series: values were sometimes not formatted correctly in the data overlay.

New in Altreva Adaptive Modeler 1.3.0 (Apr 11, 2014)

  • New Features
  • New 'spread' gene that returns the spread on the Real or Virtual Market.
  • New 'barrange' gene that returns the high/low range of a bar on the Real Market.
  • Bugs fixed
  • Improved handling of missing or incorrect data in quote file (location of problem was sometimes not indicated or an exception was thrown).
  • Changes
  • RSI gene: in the rare case that both the average up changes and the average down changes during the calculation period are zero then an RSI value of 50 is used (instead of 100) in order to indicate a neutral level when no price changes took place.

New in Altreva Adaptive Modeler 1.2.9 (Apr 11, 2014)

  • New features:
  • Genes have been added that check what day of the week it is so that agents can use this information in their trading rule. Because it is often suggested that markets may have some degree of 'weekday effect' and since the day of the week is always already included in the input data, we thought it useful to add these genes. It turns out that selecting all the 'day' genes (IsMon, IsTue, IsWed, IsThu, IsFri) causes remarkable improvements for the S&P500 index and some other markets when compared to the default configuration. Note: the 'day' genes are not selected in the standard configuration.
  • PopulationShares data series that shows the total (net) number of shares in the population. This can be used to see the amount of shares that flow into or out of the population and to what extent the model is an 'open' or 'closed economy'.
  • Changes:
  • The Standard style has been changed. The old Standard style is also still available in the Styles folder as "Classic".
  • Some more User Interface tooltips have been added.

New in Altreva Adaptive Modeler 1.2.8 (Jun 13, 2011)

  • New data series for historical averages and standard deviations of Population Distribution series like Position, Trade Duration, Beta and Volatility. This enables easier monitoring and exporting of historical distribution data i.e. as proxies for the heterogeneity or homogeneity of stylized agent behavior.
  • Some bug fixes (see release notes on forum).

New in Altreva Adaptive Modeler 1.2.7 (Dec 17, 2010)

  • Improvements in agent charts: all agent replacements are now tracked in agent charts, not only the last one; agent wealth chart now stores history of all previous agent in chart when model is saved; last value of previous agent is no longer connected to first value of new agent.
  • Startup splash screen with progress bar.
  • Some minor changes and bug fixes (see release notes on forum).

New in Altreva Adaptive Modeler 1.2.6 (May 24, 2010)

  • Agents can now (optionally) also place market orders (besides limit orders).
  • The Market Depth window now provides a summary table with the number of buy and sell orders grouped by limit and market orders.
  • Percentage of agents buying and selling (through the Orderbook data series)
  • Virtual Market return and volatility data series added for better analysis of virtual market behavior.
  • The Standard Edition now support populations of up to 10,000 agents, manual exporting up to 99,999 bars and an unlimited number of models per batch.
  • Bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.2.5 (May 24, 2010)

  • Trading Signals and Right/Wrong Forecasted Price Changes are now also shown in charts with longer periods (up to 5 years for daily quotes).
  • Position of dialog box for changing data series and performance window parameters is remembered.
  • Some bug fixes

New in Altreva Adaptive Modeler 1.2.4 (Jan 7, 2010)

  • Sortino ratio added (as a data series and in the Performance Overview)
  • Models can now automatically be updated from the command line using an "/Update" switch (opens a model, evolves it until the end of the quote file, saves the model and exits).
  • Window tabs can now be reordered by dragging them with the mouse
  • Windows now have a context menu for renaming, removing, etc. (right-click on title-bar or tab)
  • Some minor changes and bug fixes

New in Altreva Adaptive Modeler 1.2.3 (Oct 20, 2009)

  • Improved possibilities to specify the calculation period for data series and Performance Overview. Any date range can now be specified, for instance to compare performance before and after a given date. Performance Overview now also shows FDA and number of trades during calculation period and other improvements.
  • Some bug fixes

New in Altreva Adaptive Modeler 1.2.2 (Jul 9, 2009)

  • Bar Return dataseries for quantitative analysis of bar-to-bar returns, log returns, absolute returns, etc.
  • Autocorrelation indicators to measure autocorrelation of returns, volatility, volume and some other data series.
  • Hurst exponent (time series predictability indicator)
  • Moving Averages and Autocorrelation indicators can now be shown without their source.
  • Several minor improvements and bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.2.1 (May 29, 2009)

  • Improved consistency and reproducibility of models across different machines. The potential effects of different CPU types, Operating System versions and settings and .Net runtime versions on model evolution have been reduced. This helps reproducing an exact model from its configuration file (with a fixed random seed) on another machine and keeping copied models running on different machines in sync (such as the Sample model).
  • A bug has been fixed that caused models that used the RndLim gene to be irreproducible (even on the same machine).
  • Some minor changes and bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.2.0 (May 13, 2009)

  • Improved market data retrieval. A flexible and intelligent ASCII file reader now accepts a wide range of quote file variations with no or minimal need for conversions.
  • Support for high-frequency data (milliseconds) and variable intervals (for constant range bars or tick data).
  • Bid/Ask price data supported. Open/High/Low (and Volume) now optional.
  • Some bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.1.4 (Apr 28, 2009)

  • Getting Started Tutorial
  • User friendly Startup window
  • Examples
  • Recently used models in File menu and Startup window
  • Minor changes and bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.1.3 (Apr 28, 2009)

  • Besides the Professional and Evaluation Editions, a Standard Edition is now available as well, offering the core functionality including real-time forecasts and trading signals (see Compare Editions).
  • Batch mode: pausing models at end of batch is now optional.
  • Some minor bug fixes.

New in Altreva Adaptive Modeler 1.1.2 (Apr 28, 2009)

  • Distribution series now differentiate between zero values and n/a values. I.e. agents whose return can't be calculated yet because their age is too low are excluded from the distribution whereas before they were included as zero values. This improves the distribution charts and Population window and also provides more accurate calculation of mean, stdev, correlation, etc. In the Population window n/a values are shown in green on the "Z-axis".
  • "Tip of the day" in Introduction screen.
  • Some bug fixes (see release notes on forum).

New in Altreva Adaptive Modeler 1.1.1 (Apr 28, 2009)

  • A bug has been fixed that could cause an exception when model evolution approaches the maximum number of bars that can be stored in memory. (100,000 for the Professional Edition and 20,000 for the Evaluation Edition).
  • Market Depth window gridlines and axes are now redrawn after colors have been changed in Options window.

New in Altreva Adaptive Modeler 1.1.0 (Apr 28, 2009)

  • Market Depth window: visualizes Virtual Market pricing by showing depth of orderbook before and after clearing
  • Area Under ROC Curve (AUC) test of forecast directional accuracy
  • Volatility gene added
  • Charts and all other windows can have white background now
  • Some other minor changes and bug fixes (see release notes on forum)

New in Altreva Adaptive Modeler 1.0.1 (Apr 28, 2009)

  • Automatic Scaling to support various screensizes, fonts and DPI settings. All windows, dialogs and other GUI elements now scale well on various configurations.
  • Some bug fixes (see release notes on forum).
  • Note: Contrary to earlier notice, backwards compatibility with data files from version 1.0 or earlier is unfortunately not yet supported due to further improvements in internal data structures.

New in Altreva Adaptive Modeler 1.0b (Apr 28, 2009)

  • New features, improvements and bug fixes in this version:
  • Charts:
  • Browsing through history of charts
  • Crosshair in charts for showing values at mouse
  • Charts can be linked for synchronized browsing and crosshairs
  • Agent-based model:
  • Agent initialization options (wealth can be equal, Pareto distributed or Maxwell-Boltzmann distributed; asset allocation can be equal or Gaussian distributed)
  • Configurable stepsize of agent position
  • Support for zero-intelligence trading
  • Uniqueness requirement for creation of new genomes is now optional
  • Initial margin check before order placement
  • New data series:
  • Forecast error
  • Mean absolute error
  • (Root) mean square error
  • Population cash
  • Various:
  • Choice between US or European dates
  • Automatic detection of number of decimal digits in quote file
  • Context-sensitive help for genes and types
  • Batch exporting: random seed exported with model data
  • Creation of initial population can be canceled by user (i.e. when too slow)
  • Improved computational performance and scalability:
  • Faster creation of (unique) genomes; is now O(log n)
  • Faster Virtual Market clearing; is now O(n log n)
  • Faster loading of models, smaller model files
  • More efficient memory use
  • Faster exporting of historical bars
  • Bug fixes:
  • Order validation was incorrect sometimes causing extreme Virtual Market prices and agent wealth values.
  • Defaults counting was inaccurate in some cases.
  • Agent Total Excess Return data series tried to calculate market return for bar that might not be in memory anymore. Now if agent creation bar is not in memory anymore, no value is returned.
  • Agent Replacement Fitness Excess Return data series returned inaccurate value when agent creation bar is no longer in memory. Now if agent creation bar is not in memory anymore, no value is returned. In the distribution data series, the agent's return will be set to 0.
  • Logarithmic scaling exceptions
  • Performance window: when compounding period is longer than memory size, an exception was caused.
  • Population window: exception when drawing density chart or legend and only 1 value one z-axis.
  • Population window: number of gridlines drawn at bin edges could exceed maximum, causing exception.
  • Some data series gave index out of range when MinBreedingAge was higher than 100.
  • Batch started from command line failed to launch multiple models.
  • Chart period combobox was not being repopulated when Market Trading Hours changes resulted in less possible chart periods.
  • In long term chart, last bar's value was sometimes not visible.
  • Unstable/alternating x-axis gridlines and labels

New in Altreva Adaptive Modeler 0.99 Build 3050 (Apr 28, 2009)

  • A number of bugs have been fixed, most notably:
  • application no longer starts minimized after running a batch
  • very wide charts with many gridlines no longer cause errors
  • extreme values in Distribution charts no longer cause errors
  • multiple changes to the Market Trading Hours that occurred during a (data series) calculation period no longer cause errors

New in Altreva Adaptive Modeler 0.99 (Apr 28, 2009)

  • Creation of trading rules through genetic programming is now documented in detail
  • Trading rules can now be viewed
  • Selection of 'genes' (functions) to be used in trading rules is now user configurable
  • Maximum size and depth of trading rules is now user configurable
  • Improved Batch mode with GUI (simplifies creation of batch processes)
  • Context-sensitive help system
  • "Best Agents price" as alternative to Virtual Market price forecast (with adjustable groupsize)
  • Agent default management and improved short positions management
  • Volume data is now being used by trading rules
  • Improved pseudo random number generator (uses Mersenne twister algorithm, stores seed value, seed value can be set by user)
  • New data series: Right/Wrong Foreceasted Price Changes, Buy/Sell Orders in Orderbook, Spread, Margin Calls, Defaults, Volume, etc.
  • Maximizing of windows
  • New chart interval of "4 hours" added
  • Performance Panel and Distribution charts are no longer being recalculated when not visible
  • Tooltips in data series treeview with short descriptions
  • Various bug fixes and minor improvements

New in Altreva Adaptive Modeler 0.98 (Apr 28, 2009)

  • Population window (visualizes model dynamics by plotting 2 or 3 agent properties simultaneously in a (colored) scatter chart including correlation and regression)
  • Several new agent time & distribution data series (breeding fitness return, replacement fitness return, trade duration, volatility, beta, generation, etc.)
  • Agent window to show agent details
  • Customizable User Interface (moving windows, tabbed windows, maximizing charts, etc.)
  • Support for multiple Charts windows/tabs
  • Return distribution data series with kurtosis (for prices and forecasts)
  • Up to 8 data series can be shown per chart
  • Histogram bin details can be shown in data overlay
  • Improved quote retrieval (incl. support for MetaTrader4 export files)
  • Various minor features, improvements and bug fixes

New in Altreva Adaptive Modeler 0.97 (Apr 28, 2009)

  • New return & risk indicators (alpha, beta, Sharpe ratio, VaR, Risk-adjusted return, Max Drawdown, MAR, etc.)
  • Trading Simulator Performance Overview with various return/risk indicators and sub period results & statistics
  • Data exporting
  • Histogram charts showing agent wealth distribution, simulation return distributions, etc.
  • FDA-based filter for trading signals (user configurable)
  • In-chart data overlay showing current/mouse-over values
  • Automatic linear/logarithmic scaling of charts
  • Simple batch functionality through command line (i.e. automatic creation of models from all quote files in a directory and exporting of results)
  • New data series (excess return, weighted FDA, total FDA, etc.)
  • Several improvements to existing features and bug fixes

New in Altreva Adaptive Modeler 0.96 Build 2448 (Apr 28, 2009)

  • Trading Signals are now visualized in charts with up/down arrows
  • Fixed bugs and documented some issues regarding importing Yahoo CSV quote files

New in Altreva Adaptive Modeler 0.96 (Apr 28, 2009)

  • Saving and loading of configurations (model parameters)
  • Improved quote retrieval (new quotes are now read whenever quote file has been updated, timezone independent)
  • Faster quote file pre-processing
  • Bugs fixed relating to 24h markets (forex)
  • Bugs fixed relating to short intervals

New in Altreva Adaptive Modeler 0.95 (Apr 28, 2009)

  • Risk Management functions (i.e. historical/Monte Carlo simulations)
  • Improved & faster charts (including bar charts)
  • Selected data series and window layout can be saved separately and applied to any other model
  • Several new data series (volatility, more population/agent/GP info)
  • Configurable data series
  • Moving Averages
  • Automatic handling of missing quotes and changes in trading hours
  • Trading Signals
  • Logger (to keep track of notifications, warnings, etc.)
  • Various other improvements and bug fixes

New in Altreva Adaptive Modeler 0.94 (Apr 28, 2009)

  • evolved sample model included with installation
  • user friendly introduction screen and tooltips
  • improved screen layout
  • various minor improvements and bugs fixed

New in Altreva Adaptive Modeler 0.93a (Apr 28, 2009)

  • added support for common ASCII quote file formats such as MetaStock ASCII and Yahoo CSV

New in Altreva Adaptive Modeler 0.92a (Apr 28, 2009)

  • toolbar added
  • some improvements to agent-based model (i.e. limitation of short positions)

New in Altreva Adaptive Modeler 0.91a (Apr 28, 2009)

  • extensive documentation added
  • various improvements and bugs fixed